Calculate bayes_R2 for each group in a multilevel model?

[avehtari]

@Ilan_Strauss

P.S. The loo_R2 calculation is seriously dragging down my upgraded Macbook pro processor – unlike anything else I have done to this model fit in brms() etc. Calculates something after about 10-15 minutes. Model is run on a large dataset (around 100,000 points). And gives error with doing the loo_R2 “Warning message: Some Pareto k diagnostic values are too high. See help(‘pareto-k-diagnostic’) for details.” So maybe due to that?

100,000 is a lot and thus 10-15 mins is not that much. The speed depends also how many cores you are using. Pareto k warning is not an error and doesn’t affect the speed. See the links in the other thread you started. We’ll soon have sub-sampling LOO implemented which an provide faster estimate in case of very large n (Magnusson, Andersen, Jonasson, Vehtari (2019)).